Misuzu from Air - she's so adorabale and clumsy and shy....*hugs Misuzu till she faints*
Yurie form Kamichu! - errrr....you've got to see her to understand ^__^
Hagu from Honey and Clover - she's just like a doll

I'm sorry i couldn't pick just one but you know if there are shy characters in anime, they're bound to be insanely cute ^__^